+6,610.0%
AXP vs IP
+364.8%
+6,245.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.1% |
| 7D | -2.1% | -5.3% | +3.2% | +0.3% |
| 30D | -6.5% | -10.9% | +4.3% | -1.6% |
| 3M | +4.6% | +11.2% | -6.5% | -2.1% |
| 6M | +5.4% | -10.2% | +15.6% | +7.4% |
| YTD | -11.1% | -2.0% | -9.1% | -13.9% |
| 1Y | -0.3% | -19.1% | +18.8% | +4.7% |
| 3Y | +111.6% | +20.9% | +90.7% | +74.7% |
| 5Y | +117.6% | -17.8% | +135.4% | +114.3% |
| 10Y | +474.1% | +23.5% | +450.6% | +349.3% |
| All | +6,610.0% | +364.8% | +6,245.2% | +1,836.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling